Gaussian filter for nonlinear systems with correlated noises at the same epoch

Yulong Huang; Yonggang Zhang; Xiaoxu Wang; Lin Zhao

doi:10.1016/j.automatica.2015.06.035

Gaussian filter for nonlinear systems with correlated noises at the same epoch

Yulong Huang
, Yonggang Zhang
, Xiaoxu Wang
, Lin Zhao

自动化学院

Harbin Engineering University

科研成果: 期刊稿件 › 文章 › 同行评审

49 引用（Scopus）

摘要

This paper proposes a general framework solution of Gaussian filter (GF) for both linear and nonlinear dynamic systems with correlated noises at the same epoch. Detailed discussions and simulation comparisons with existing Gaussian approximation recursive filter and existing de-correlating GF are provided, which show advantages of estimation accuracy of the proposed method in some applications.

源语言	英语
文章编号	6453
页（从-至）	122-126
页数	5
期刊	Automatica
卷	60
DOI	https://doi.org/10.1016/j.automatica.2015.06.035
出版状态	已出版 - 1 10月 2015

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10.1016/j.automatica.2015.06.035

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title = "Gaussian filter for nonlinear systems with correlated noises at the same epoch",

abstract = "This paper proposes a general framework solution of Gaussian filter (GF) for both linear and nonlinear dynamic systems with correlated noises at the same epoch. Detailed discussions and simulation comparisons with existing Gaussian approximation recursive filter and existing de-correlating GF are provided, which show advantages of estimation accuracy of the proposed method in some applications.",

keywords = "Correlated noises at the same epoch, Gaussian filter, Nonlinear systems, State estimation",

author = "Yulong Huang and Yonggang Zhang and Xiaoxu Wang and Lin Zhao",

note = "Publisher Copyright: {\textcopyright} 2015 Elsevier Ltd.",

year = "2015",

month = oct,

day = "1",

doi = "10.1016/j.automatica.2015.06.035",

language = "英语",

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T1 - Gaussian filter for nonlinear systems with correlated noises at the same epoch

AU - Huang, Yulong

AU - Zhang, Yonggang

AU - Wang, Xiaoxu

AU - Zhao, Lin

PY - 2015/10/1

Y1 - 2015/10/1

N2 - This paper proposes a general framework solution of Gaussian filter (GF) for both linear and nonlinear dynamic systems with correlated noises at the same epoch. Detailed discussions and simulation comparisons with existing Gaussian approximation recursive filter and existing de-correlating GF are provided, which show advantages of estimation accuracy of the proposed method in some applications.

AB - This paper proposes a general framework solution of Gaussian filter (GF) for both linear and nonlinear dynamic systems with correlated noises at the same epoch. Detailed discussions and simulation comparisons with existing Gaussian approximation recursive filter and existing de-correlating GF are provided, which show advantages of estimation accuracy of the proposed method in some applications.

KW - Correlated noises at the same epoch

KW - Gaussian filter

KW - Nonlinear systems

KW - State estimation

UR - https://www.scopus.com/pages/publications/84940823806

U2 - 10.1016/j.automatica.2015.06.035

DO - 10.1016/j.automatica.2015.06.035

M3 - 文章

AN - SCOPUS:84940823806

SN - 0005-1098

VL - 60

SP - 122

EP - 126

JO - Automatica

JF - Automatica

M1 - 6453

ER -

Gaussian filter for nonlinear systems with correlated noises at the same epoch

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